NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
100.43 |
100.70 |
0.27 |
0.3% |
99.38 |
| High |
101.08 |
102.12 |
1.04 |
1.0% |
101.62 |
| Low |
99.98 |
99.63 |
-0.35 |
-0.4% |
97.08 |
| Close |
100.87 |
101.27 |
0.40 |
0.4% |
101.27 |
| Range |
1.10 |
2.49 |
1.39 |
126.4% |
4.54 |
| ATR |
2.32 |
2.33 |
0.01 |
0.5% |
0.00 |
| Volume |
8,244 |
9,394 |
1,150 |
13.9% |
31,298 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.48 |
107.36 |
102.64 |
|
| R3 |
105.99 |
104.87 |
101.95 |
|
| R2 |
103.50 |
103.50 |
101.73 |
|
| R1 |
102.38 |
102.38 |
101.50 |
102.94 |
| PP |
101.01 |
101.01 |
101.01 |
101.29 |
| S1 |
99.89 |
99.89 |
101.04 |
100.45 |
| S2 |
98.52 |
98.52 |
100.81 |
|
| S3 |
96.03 |
97.40 |
100.59 |
|
| S4 |
93.54 |
94.91 |
99.90 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.61 |
111.98 |
103.77 |
|
| R3 |
109.07 |
107.44 |
102.52 |
|
| R2 |
104.53 |
104.53 |
102.10 |
|
| R1 |
102.90 |
102.90 |
101.69 |
103.72 |
| PP |
99.99 |
99.99 |
99.99 |
100.40 |
| S1 |
98.36 |
98.36 |
100.85 |
99.18 |
| S2 |
95.45 |
95.45 |
100.44 |
|
| S3 |
90.91 |
93.82 |
100.02 |
|
| S4 |
86.37 |
89.28 |
98.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.12 |
98.75 |
3.37 |
3.3% |
1.94 |
1.9% |
75% |
True |
False |
7,069 |
| 10 |
102.12 |
97.08 |
5.04 |
5.0% |
2.26 |
2.2% |
83% |
True |
False |
8,254 |
| 20 |
102.12 |
93.33 |
8.79 |
8.7% |
2.26 |
2.2% |
90% |
True |
False |
8,883 |
| 40 |
105.30 |
92.39 |
12.91 |
12.7% |
2.27 |
2.2% |
69% |
False |
False |
8,859 |
| 60 |
115.22 |
92.39 |
22.83 |
22.5% |
2.63 |
2.6% |
39% |
False |
False |
7,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.70 |
|
2.618 |
108.64 |
|
1.618 |
106.15 |
|
1.000 |
104.61 |
|
0.618 |
103.66 |
|
HIGH |
102.12 |
|
0.618 |
101.17 |
|
0.500 |
100.88 |
|
0.382 |
100.58 |
|
LOW |
99.63 |
|
0.618 |
98.09 |
|
1.000 |
97.14 |
|
1.618 |
95.60 |
|
2.618 |
93.11 |
|
4.250 |
89.05 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.14 |
101.14 |
| PP |
101.01 |
101.01 |
| S1 |
100.88 |
100.88 |
|